Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: a survey
Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: a survey
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非线性随机系统的方差约束多目标控制和滤波：调查
DOI：
10.1155/2013/724018
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发表时间：
2013
影响因子：
--
通讯作者：
Wei Guoliang
中科院分区：
文献类型：
--
作者：
Ma Lifeng;Wang Zidong;Dong Hongli;Wei Guoliang
研究了具有方差约束的非线性随机系统的多目标控制和滤波问题。首先，回顾了非线性随机系统的概念，并介绍了一些最新的进展。然后，对协方差控制理论进行了综述，它是多目标控制设计的一种实用方法，也是线性系统理论的基础。介绍了在工程实践中经常用于评估系统性能的多重设计要求，包括健壮性、可靠性和耗散性。讨论了几种适用于非线性随机系统多目标方差约束控制和滤波问题的设计方法。特别是，作为多目标设计问题的特例，对混合控制和滤波问题进行了详细的讨论。随后，综述了关于非线性随机系统的方差约束多目标控制和滤波问题的一些最新结果。最后，对全文进行了总结，并指出了未来可能的研究方向。
The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out.